Optimal stopping problems under general restriction

DOI10.3969/J.ISSN.1001-4268.2017.06.002MaRDI QIDQ4574522zbMATH OpenFDO

Authors Wenqing Bao

Publication date 18 July 2018

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2017.06.002

zbMATH Keywords

maximal stopping timesminimal optimal stopping timerestricted stopping timesSnell's envelope

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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